Prince Harry said the event was an opportunity to show that “unflappable” sporting personalities can also suffer from mental health problems like everyone else, including members of the Royal Family.

Prince Harry formed ‘Heads Together’ with the Duke and Duchess of Cambridge to bring together leading mental health charities.

“A lot of people think if you’ve got a job, if you’ve got financial security, if you’ve got a family, you’ve got a house, all that sort of stuff, everyone seems to think that this is all you need and you are absolutely fine to deal with stuff,” the Prince said.

He told the BBC, “It is very easy for anyone to look at someone like Rio Ferdinand and say, you get paid all the money in the world, you are a successful footballer, you have fast cars. But at the end of the day, his wife was snatched from him at an early stage of his life with her.”

“So of course he is going to suffer, it doesn’t matter if he has an amazing job,” Harry added.

Former European sprint champion Thomas told the Prince how he suffered when his career was cut short by an injury.

Prince Harry also spoke to Dame Kelly, who told him of the mental issues she fought after suffering injuries before the 2004 Olympics, where she won gold in the 800 metres and 1,500 metres.

“I had depression going through my athletics career, no-one knew at all what I was going through. I was having treatment and they thought I was crying because the treatment was so hard,” she said.

“It’s really been the last three or four years that I’ve been more open,” she added.